Anic Equity¶

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Total return since start: 0.694 %¶

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Equity now: -----------------------------> 51759.85 Kr¶

Max Equity ever reached: ------------> 51944.38 Kr¶

Portfolio value: --------------------------> 48560.79 Kr¶

PnL: ---------------------------------------> -526.78 Kr¶

DD now: ---------------------------------> -0.355 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-02-01 17:27:27.842208'

Anic Portfolio¶

Today¶

Return: 0.234 %¶

This Week¶

Return: 8.906 %¶

Total¶

Return: 69.448 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 54 -2.050000 3353.400000 173.400000 5.450000 3180.000006
HMS Networks 2 4.570000 814.000000 141.000000 20.950000 673.000000
Nordea Bank Abp 29 1.430000 3582.080000 128.080000 3.710000 3453.999992
Fasadgruppen Group 38 2.010000 4248.400000 107.400000 2.590000 4140.999992
HEBA B 70 1.440000 2712.500000 76.500000 2.900000 2636.000010
SAAB B 8 0.940000 3448.800000 71.800000 2.130000 3377.000000
Swedbank A 3 3.440000 621.900000 57.900000 10.270000 564.000000
Resurs Holding 22 1.260000 619.080000 45.080000 7.850000 573.999998
MedCap 2 -0.430000 461.000000 40.000000 9.500000 421.000000
Samhällsbyggnadsbo. i Norden B 20 3.530000 393.300000 38.300000 10.790000 355.000000
AcadeMedia 12 -0.370000 589.200000 32.200000 5.780000 557.000004
Midsona B 63 6.570000 612.990000 29.990000 5.140000 582.999984
Norva24 Group 16 -1.110000 569.600000 26.600000 4.900000 543.000000
Intrum 4 2.370000 552.200000 25.200000 4.780000 527.000000
OEM International B 7 1.420000 550.200000 22.200000 4.200000 527.999997
Sampo Oyj SDB 7 1.190000 3867.500000 17.500000 0.450000 3850.000000
Securitas B 6 2.180000 584.520000 14.520000 2.550000 570.000000
Eastnine 4 0.160000 501.600000 10.600000 2.160000 491.000000
Coor Service Management Hold. 8 1.120000 540.000000 8.000000 1.500000 532.000000
Fastighetsbolag. Emilshus Pref 21 -0.920000 567.000000 5.000000 0.890000 562.000005
Karnov Group 9 0.170000 540.900000 4.900000 0.910000 536.000004
Samhällsbyggnadsbo. i Norden D 12 0.780000 249.120000 3.120000 1.270000 246.000000
Boozt 12 1.550000 1656.000000 2.000000 0.120000 1653.999996
Handelsbanken A 5 0.690000 548.000000 2.000000 0.370000 546.000000
Corem Property Group B 59 2.670000 578.790000 1.790000 0.310000 576.999999
Creaspac SPAC 6 -0.100000 578.400000 1.400000 0.240000 577.000002
CTEK 13 0.910000 504.400000 -29.600000 -5.540000 533.999999
Essity B 2 -1.430000 537.600000 -36.400000 -6.340000 574.000000
International Petroleum Corp. 5 -0.800000 558.000000 -36.570000 -6.150000 594.565215
Vivesto 1368 -0.050000 560.610000 -52.390000 -8.550000 612.999432
Essity A 4 -1.100000 1080.000000 -69.000000 -6.010000 1149.000000
OX2 22 5.410000 1865.600000 -123.400000 -6.200000 1989.000002
Beijer Electronics Group 27 -1.440000 2959.200000 -124.800000 -4.050000 3083.999994
Axfood 15 -5.280000 3820.500000 -479.500000 -11.150000 4300.000005
Ovzon 64 -1.880000 3334.400000 -661.600000 -16.560000 3996.000000
TOTAL 48560.790000 -526.780000 -0.35525% 49087.564636

Updated:¶

'2023-02-01 17:27:40.960630'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶